-99.1%
FCEL vs WWD
+442.7%
-541.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -5.1% |
| 7D | +14.8% | +8.2% | +6.6% | +9.3% |
| 30D | -33.9% | -0.2% | -33.7% | -33.0% |
| 3M | -52.7% | -8.4% | -44.3% | -48.9% |
| 6M | -40.0% | -9.5% | -30.5% | -34.8% |
| YTD | +40.2% | +10.1% | +30.1% | +30.0% |
| 1Y | +32.9% | +21.6% | +11.4% | +14.2% |
| 3Y | -66.8% | +149.6% | -216.4% | -83.3% |
| 5Y | -97.0% | +191.3% | -288.3% | -98.6% |
| All | -99.1% | +442.7% | -541.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling